Buying a tube tester is partly a matter of quality and partly a matter of taste. After you decide on the features and functions you want, you pick one that you feel most comfortable with.

Some general notes:

1. The best testers test for transconductance, AKA mutual conductance, instead of emission. The tester will have some kind of indication on it that it is a mutual conductance tester. These types test the actual ability of the tube to control it's plate current with the grid voltage. The emission tester only tests the amount of current you can get from the cathode. Drug store testers are emission type testers.

2. A good tester will be relatively easy to set up and use. It will have all the sockets to test tubes you frequently encounter in radio, 4, 5, 6, 7, octal(8), loktal(8) and 7 and 9 pin miniatures.

3. The short test is important. A good tester has a sensitive circuit to test shorts. Most common is one using a neon lamp to indicate short current. Some testers use the meter as an ohmeter to measure the leakage in ohms. This is not the same as using your ohmeter to test because the tube tester measures the leakage at a much high voltage than the typical ohmeter and can show up leakage that may not be significant at a low voltage.

4. Good documentation and a broad tube setup chart are important.

My personal favorites are the Hickoks. They were very popular and generally fit all of the requirements I have listed above. They were well designed and built. They test nearly anything and documentation is fairly easy to get since there were so many of them sold. You can get a nice 600A or 800A for between $50 to $100. There are many other good testers but I am not as familiar with them. Some of you others may be able to add to this about your testers. 

One more comment about testing tubes. Do not rely on a tube tester to be the last word on whether a tube is good or not. You cannot easily test a tube for every characteristic that a radio will require of it. Testers are a good tool to help you cull out the really bad apples but the final test is whether the tube works in the radio. Test first to check for serious shorts or really low transconductance. If nothing is seriously wrong like no gm or a grid to plate short put the tube in a socket and try it.